STRATEGY VWAP MOMENTUM

20251120 (Thursday, DoW=4)

TP: 125.0 pts  |  SL: 75.0 pts  |  Hours: 00:00:00 - 22:59:59

GENERAL

Total Trades: 25

Periodo: 2025-11-20 00:49:00 - 2025-11-20 22:59:00

Exposure Days: 1

Trades per Day: 25.00

Avg Duration: 50.60 min

Median Duration: 11.00 min

PERFORMANCE

Total Profit: $17,460.00

Avg Profit: $698.40

Median Profit: $1,810.00

Std Profit: $1,899.38

Profit Factor: 2.22

WIN/LOSS

Win Rate: 50.0%

Winners / Losers: 12 / 12 (Ratio: 1:2)

Gross Profit: $31,810.00

Gross Loss: $-14,350.00

Avg Winner: $2,446.92

Avg Loser: $-1,195.83

Avg Winner / Avg Loser: (Ratio: 1:2.05)

Largest Winner: $2,500.00

Largest Loser: $-1,500.00

RISK METRICS

Max Drawdown: $-6,020.00

Sharpe Ratio: 0.37

Sortino Ratio: 1.27

Ulcer Index: 18.97

EXIT REASONS

TARGET exits: 12 (48.0%)

STOP exits: 9 (36.0%)

EOD exits: 1 (4.0%)

LONG ENTRIES (BUY)

Total LONG: 9

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $-3,030.00

Avg P&L: $-336.67

SHORT ENTRIES (SELL)

Total SHORT: 16

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $20,490.00

Avg P&L: $1,280.62

CUMULATIVE P&L